+6,948.9%
AME vs PFG
+996.3%
+5,952.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.9% |
| 7D | +1.1% | -2.2% | +3.3% | +1.9% |
| 30D | -4.1% | +6.4% | -10.4% | -6.1% |
| 3M | -6.3% | +2.2% | -8.6% | -7.3% |
| 6M | +3.5% | +16.3% | -12.7% | -2.0% |
| YTD | +17.3% | +33.2% | -16.0% | +5.9% |
| 1Y | +22.0% | +40.6% | -18.6% | +8.2% |
| 3Y | +62.0% | +83.3% | -21.3% | +30.7% |
| 5Y | +78.5% | +97.7% | -19.2% | +38.7% |
| 10Y | +441.6% | +189.9% | +251.8% | +259.3% |
| All | +6,948.9% | +996.3% | +5,952.6% | +2,753.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling